Professional Documents
Culture Documents
Market Statistics:
Indices
S&P CNX Nifty
CNX Nifty Junior
CNX 100
CNX Bank
CNX IT
CNX Midcap
S&P CNX 500
Change
(%)
-2.93
-2.89
-2.92
-3.12
-4.37
0.58
-2.19
29-Jul
High
Low
5740.40
5453.95
11550.00
10862.10
5652.60
5378.80
11451.25
10758.40
6835.25
6264.75
8247.95
7968.15
4611.40
4419.60
Guidelines for determining Investible Weight Factor (IWF) for all IISL indices using free float market capitalization method.
For all other IISL Press Releases please visit below mentioned link.
http://www.nseindia.com/content/indices/ind_pressreleases.htm
http://www.nseindia.com/content/indices/ind_pressreleases.htm
For more information on IISL Indices, please visit below mentioned link.
http://www.nseindia.com/content/indices/ind_introduction.htm
India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E),
Mumbai 400 051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm
Index Values
5650
5550
5450
5350
5250
S&P CNX NIFTY
S&P CNX 500 Equity Index
CNX 100
CNX BANK INDEX
5150
Indices
Average Daily
Return
Volatility of Daily
Returns
-0.12
0.96
-0.16
0.94
CNX 100
-0.13
0.93
-0.15
1.18
CNX IT INDEX
-0.24
1.03
0.00
0.79
-0.10
0.88
India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E),
Mumbai 400 051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm
Scrips
No. of Trades
Avg. Daily
Turnover
(Rs. in Mn.)
(Rs. Mn.)
% in Total
Turnover
2211707
1282665
1161304
1319996
1040859
1376684
1314657
3325535
943462
84498501
28185095
22610546
55832570
23652600
104096478
40312158
284096878
32889312
72780.29
68916.58
63545.82
59082.44
42662.37
42375.18
40721.86
39413.09
37795.66
3465.73
3281.74
3025.99
2813.45
2031.54
2017.87
1939.14
2318.42
1799.79
3.22
3.05
2.81
2.62
1.89
1.88
1.80
1.75
1.67
866022
27898731
36069.17
1717.58
1.60
14842891
704072869
503362.45
24411.24
22.29
115467655
12012933532
2258133.51
109302.98
100
Total - Top 10
Total - Universe
Traded Qty
Turnover
Jul-11
Jun-11
Change
Rs. Million
Rs. Million
Gross Purchases
540777
554052
-2.40%
Gross Sales
460476
508333
-9.41%
80301
45722
75.63%
1807.01
1014.10
78.19%
Net Investment
Net Investment
(US million $)
Source: SEBI website www.sebi.gov.in
Mutual Fund
Investment
Jul-11
Rs. Million
Jun-11
Rs. Million
Change (%)
Gross Purchases
116429
99510
17.00%
Gross Sales
109906
87499
25.61%
6522
12014
-45.71%
Net Investment
Source: SEBI website - www.sebi.gov.in
India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E),
Mumbai 400 051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm
Turnover in Crores
Derivative Segment
226055.18
224871.73
0.53
124.06
122.79
1.04
28914.96
29101.03
-0.64
349890.70
322694.96
8.43
1863418.74
1781392.21
4.60
4134.80
3028.11
36.55
81707.74
65733.48
24.30
2564964.84
2438176.60
5.20
1115.19
1096.02
1.75
Change
(%)
ETF
Underlying Index
Corpus Q1
Average
(Rs. Mn.)
Total
No. of
Trades
No. of
Days
Traded
Turnover
(Rs. Mn.)
Last Price
Valuation of units
29-Jul-11
98.54
583
21
6.34
393.76
Kotak PSU
235.36
604
21
7.39
406.76
1/10 of underlying
1/10 of underlying
1/10 of underlying
1/10 of underlying
1/10 of underlying
1/100 of underlying
1/100 of underlying
1/10 of underlying
1/10 of underlying
1/10 of underlying
1/10 of underlying
Infra BeES
266.70
128
21
1.74
301.49
1/10 of underlying
Shariah BeEs
9.02
87
21
0.39
120.84
1/10 of underlying
Nifty BeES
Nifty
5323.08
36391
21
810.02
557.93
UTI Sunder
Nifty
7.07
38
13
0.30
593.07
Nifty
15.35
71
18
0.67
556.45
Nifty
891.59
235
21
12.84
555.83
Nifty
9.92
434
20
17.96
549.09
Nifty
--
0.01
54.77
Junior BeES
Junior Nifty
1089.10
5042
21
62.59
109.38
Bank BeES
CNX Bank
7540.09
1322
21
36.22
1104.56
RELBANK
CNX Bank
121.70
384
21
1.90
1126.72
India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E),
Mumbai 400 051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm
Inception Date
17-Sep-02
Rs. Mn.
NAV * as on
351.99
29-July-11
54.16
17-Sep-04
48.35
29.04
13-Jul-00
1309.22
43.22
26-Feb-01
25.45
42.11
10-Jul-02
566.86
47.59
25-Feb-02
903.57
51.15
25-Jun-10
1413.02
10.37
12-Apr-10
74.13
10.50
04-Mar-05
117.16
17.48
28-Nov-02
329.55
30.39
30-Jun-99
173.40
37.55
08-Aug-07
10103.24
12.77
28-Sep-10
667.89
8.97
29-Jan-05
1384.77
13.29
04-Feb-02
338.35
24-Feb-03
79.30
46.82
32.69
19-Jun-10
13.86
10.43
25-Feb-00
1941.67
34.17
Inception Date
NAV * as on
29-Jul-11
25-Jun-10
76.55
9.65
20-Sep-10
510.96
8.57
Inception Date
17-Nov-08
NAV * as on
29-Jul-11
18.78
**Please note that upto September 2010, AUM was uploaded on AMFI Website on monthly basis. The AUM for each
quarter (90 days average) will be computed and uploaded on AMFI Website on the first working day of the following
month of every quarter, effective from quarter ending December 31, 2010.
India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E),
Mumbai 400 051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm
International Indices:
Major Indices
5,482.00
5,647.40
-2.93
NASDAQ Composite
2,756.38
2,773.52
-0.62
12,143.24
12,414.34
-2.18
S&P 500 US
1,292.28
1,320.64
-2.15
FTSE 100
5,815.20
5,945.70
-2.19
DAX
7,158.77
7,376.24
-2.95
Hang Seng
22,440.25
22,398.10
0.19
Nikkei 225
9,833.03
9,816.09
0.17
% Change
10.72
9.17
7.84
6.59
6.46
India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E),
Mumbai 400 051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm
Sr.
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
Security
Symbol
ACC
AMBUJACEM
AXISBANK
BAJAJ-AUTO
BHARTIARTL
BHEL
BPCL
CAIRN
CIPLA
DLF
DRREDDY
GAIL
GRASIM
HCLTECH
HDFC
HDFCBANK
HEROHONDA
HINDALCO
HINDUNILVR
ICICIBANK
IDFC
INFY
ITC
JINDALSTEL
JPASSOCIAT
KOTAKBANK
LT
M&M
MARUTI
NTPC
ONGC
PNB
POWERGRID
RANBAXY
RCOM
RELCAPITAL
RELIANCE
RELINFRA
Equity
Capital (Rs.)
1877452660
3063349822
4116997330
2893670200
18987650480
4895200000
3615421240
19022340290
1605842714
3395150248
846959090
12684774000
917018380
1376020536
2936038650
4667711360
399375000
1914419297
2160683560
11518614870
14627715770
2870938460
7738144280
934509595
4252866364
3689051845
1220046436
3069874195
1444550300
82454644000
42777450600
3168121570
46297253530
2106816150
10320134405
2456328000
32738103000
2653702620
FF MCAP^
July 29 2011
(Rs. Crores)
9629
10652
34573
19722
52650
29067
8500
11439
15558
8380
19974
20712
13942
11839
89641
87080
17035
21647
33208
119419
15139
133825
110948
22847
7527
15763
92399
33234
15963
22507
36322
14955
14879
8231
6736
6484
139612
7502
Weightage
(%)
0.59
0.65
2.10
1.20
3.20
1.77
0.52
0.70
0.95
0.51
1.22
1.26
0.85
0.72
5.45
5.30
1.04
1.32
2.02
7.27
0.92
8.14
6.75
1.39
0.46
0.96
5.62
2.02
0.97
1.37
2.21
0.91
0.91
0.50
0.41
0.39
8.50
0.46
Beta
0.72
0.97
1.36
0.75
0.76
0.86
0.79
0.59
0.71
1.42
0.59
0.62
0.67
0.95
1.19
1.06
0.53
1.42
0.58
1.40
1.47
0.83
0.75
0.99
1.78
1.20
1.18
1.20
0.82
0.75
0.71
0.97
0.53
0.89
1.22
1.24
0.96
1.13
R2
0.48
0.48
0.74
0.49
0.46
0.58
0.45
0.40
0.51
0.66
0.46
0.46
0.49
0.60
0.71
0.74
0.25
0.67
0.42
0.78
0.71
0.62
0.54
0.67
0.70
0.67
0.73
0.65
0.56
0.57
0.48
0.64
0.45
0.50
0.47
0.57
0.68
0.46
Volatility
(%)
1.23
1.61
1.86
1.07
2.05
1.99
0.92
1.79
1.26
2.59
1.55
1.34
1.37
1.21
1.26
1.06
1.20
2.44
0.84
1.47
2.45
1.38
1.26
1.21
1.69
2.02
1.68
1.99
1.14
1.23
0.94
1.73
0.96
1.29
4.16
1.54
1.60
2.08
Monthly
Return
6.43
-3.22
3.72
4.44
10.72
-10.29
1.17
-1.11
-7.39
9.76
3.53
4.51
4.78
-1.61
-2.45
-3.24
-4.91
-6.70
-5.72
-5.29
-3.93
-4.62
2.66
-9.87
-17.73
-7.16
-5.38
2.69
4.03
-5.78
-1.82
3.18
-4.02
-0.35
6.11
-0.50
-7.85
1.07
Avg. Impact
Cost July.
2011
0.07
0.08
0.07
0.06
0.07
0.06
0.07
0.07
0.07
0.07
0.08
0.08
0.08
0.06
0.07
0.07
0.06
0.06
0.05
0.06
0.07
0.04
0.06
0.06
0.07
0.08
0.06
0.07
0.06
0.07
0.07
0.08
0.06
0.06
0.08
0.06
0.06
0.07
India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E),
Mumbai 400 051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm
39
40
41
42
43
44
45
46
47
48
49
50
RPOWER
SAIL
SBIN
SESAGOA
SIEMENS
STER
SUNPHARMA
TATAMOTORS
TATAPOWER
TATASTEEL
TCS
WIPRO
28051264660
41304005450
6349989910
869101423
680589800
3361568684
1035581955
5382725080
2373072360
9592144500
1957220996
4911272378
Total
6149
7400
60447
10727
7881
22704
19472
33259
20733
37547
57746
19741
1643348
0.37
0.45
3.68
0.65
0.48
1.38
1.18
2.02
1.26
2.28
3.51
1.20
100.00
0.98
1.06
1.25
1.05
0.52
1.21
0.68
1.27
0.57
1.15
0.95
0.83
0.52
0.61
0.69
0.51
0.33
0.61
0.45
0.61
0.46
0.70
0.61
0.56
1.19
1.64
1.35
1.95
1.17
1.58
1.17
1.93
1.30
1.14
1.15
1.37
-3.41
-8.11
-2.49
-2.48
3.86
-5.05
4.08
-4.64
-2.07
-7.58
-3.99
-6.78
India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E),
Mumbai 400 051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm
0.07
0.07
0.04
0.06
0.07
0.06
0.07
0.05
0.07
0.05
0.06
0.06
0.06
Sr.
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
Security Symbol
ADANIENT
ABIRLANUVO
ANDHRABANK
ASHOKLEY
ASIANPAINT
BANKBARODA
BANKINDIA
BEL
BHARATFORG
BIOCON
CANBK
COALINDIA
COLPAL
CONCOR
CROMPGREAV
CUMMINSIND
EXIDEIND
FEDERALBNK
GMRINFRA
GLAXO
GLENMARK
HINDPETRO
HDIL
IDBI
IFCI
INDHOTEL
IOB
INDUSINDBK
JSWSTEEL
LICHSGFIN
LUPIN
MPHASIS
MUNDRAPORT
OFSS
PATNI
PFC
PUNJLLOYD
RECLTD
SRTRANSFIN
SYNDIBANK
Equity
Capital (Rs.)
1099810083
1135097290
5595803640
1330338317
959197790
3915460790
5464803700
800000000
465588632
1000000000
4430000000
63163644000
135992817
1299827940
1282983072
396000000
850000000
1712115340
3892434782
847030170
270331753
3386272500
4150039860
9845532150
7378373310
759472787
6187493430
4659689850
2231172000
949326000
892595198
2100241140
4006788200
419510760
268030056
13199317050
664191490
9874590000
2261840680
5732856710
FF
MCAP^
Jul 29,
2011 (Rs.
Crores)
13963
5296
3177
3332
14328
14786
7204
3390
4454
2553
6563
24523
6503
5258
6422
6219
7115
7301
3439
9798
4617
6353
3442
4420
3048
3833
2926
9407
8192
6399
10761
3287
6472
3478
766
6388
1469
6875
8507
2094
Weightage
(%)
4.27
1.62
0.97
1.02
4.38
4.52
2.20
1.04
1.36
0.78
2.01
7.50
1.99
1.61
1.96
1.90
2.18
2.23
1.05
3.00
1.41
1.94
1.05
1.35
0.93
1.17
0.90
2.88
2.51
1.96
3.29
1.01
1.98
1.06
0.23
1.95
0.45
2.10
2.60
0.64
Beta
1.19
0.90
1.12
1.23
0.58
0.94
1.31
0.44
1.00
1.12
1.25
0.43
0.44
0.53
0.85
0.54
0.64
1.11
1.34
0.28
0.87
0.79
1.91
1.41
1.64
1.00
1.36
1.19
1.64
1.61
0.88
0.69
1.02
0.63
0.44
1.11
1.87
1.45
0.85
1.41
R2
0.51
0.61
0.65
0.59
0.44
0.63
0.64
0.38
0.63
0.60
0.62
0.27
0.32
0.38
0.41
0.41
0.33
0.64
0.64
0.25
0.39
0.45
0.70
0.75
0.73
0.59
0.67
0.58
0.73
0.63
0.53
0.28
0.51
0.44
0.23
0.56
0.68
0.65
0.40
0.69
Volatility
(%)
4.79
1.21
0.93
1.92
1.25
1.31
1.41
0.75
1.78
1.66
1.88
2.60
1.08
1.94
4.51
1.23
2.64
1.18
1.12
1.15
2.26
1.36
2.31
1.34
1.77
1.36
1.80
1.57
2.31
1.78
1.74
2.50
2.13
1.01
1.46
3.25
1.64
2.31
2.16
1.94
Monthly
Return
-18.10
5.54
0.75
5.14
-1.60
0.62
-6.69
9.18
7.29
2.49
-12.58
-1.17
-0.66
5.40
-34.59
-5.44
-4.11
-5.79
-6.13
-0.22
4.16
-3.46
-10.71
-5.57
-1.53
-1.94
-5.62
-0.29
-12.50
-12.63
1.24
3.21
-11.36
-7.42
0.15
0.16
-7.31
7.04
3.88
1.74
India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E),
Mumbai 400 051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm
Avg.
Impact
Cost Jul.
2011
0.15
0.11
0.08
0.09
0.07
0.10
0.07
0.10
0.11
0.08
0.09
0.07
0.09
0.25
0.09
0.13
0.10
0.10
0.12
0.14
0.08
0.07
0.07
0.06
0.08
0.08
0.08
0.09
0.07
0.06
0.08
0.10
0.11
0.09
0.08
0.07
0.09
0.08
0.09
0.10
41
42
43
44
45
46
47
48
49
50
TATACHEM
TECHM
TITAN
TORNTPOWER
ULTRACEMCO
UNIONBANK
UNIPHOS
MCDOWELL-N
YESBANK
ZEEL
2547562780
1269877410
887786160
4724483080
2740474340
5243324150
923608548
1307949680
3481423940
978142930
Total
6211
2791
9425
4069
10057
6498
5639
9037
7421
7367
326876
1.90
0.85
2.88
1.24
3.08
1.99
1.73
2.76
2.27
2.25
100.00
0.97
1.02
1.03
0.50
0.62
1.22
1.06
1.19
1.50
0.63
0.58
0.53
0.51
0.32
0.42
0.66
0.55
0.59
0.72
0.37
1.23
1.00
1.64
1.68
1.13
1.65
1.94
2.02
1.77
2.27
-4.91
7.29
6.51
0.42
10.71
-1.45
8.87
4.55
-0.45
-2.41
India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E),
Mumbai 400 051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm
0.08
0.07
0.07
0.18
0.11
0.08
0.09
0.10
0.07
0.09
0.09